diff options
Diffstat (limited to 'packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts')
| -rw-r--r-- | packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts | 180 |
1 files changed, 90 insertions, 90 deletions
diff --git a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts index 20b09d606..e010092af 100644 --- a/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts +++ b/packages/0x.js/src/order_watcher/remaining_fillable_calculator.ts @@ -3,94 +3,94 @@ import { BigNumber } from '@0xproject/utils'; import { SignedOrder } from '../types'; export class RemainingFillableCalculator { - private _signedOrder: SignedOrder; - private _isMakerTokenZRX: boolean; - // Transferrable Amount is the minimum of Approval and Balance - private _transferrableMakerTokenAmount: BigNumber; - private _transferrableMakerFeeTokenAmount: BigNumber; - private _remainingMakerTokenAmount: BigNumber; - private _remainingMakerFeeAmount: BigNumber; - constructor( - signedOrder: SignedOrder, - isMakerTokenZRX: boolean, - transferrableMakerTokenAmount: BigNumber, - transferrableMakerFeeTokenAmount: BigNumber, - remainingMakerTokenAmount: BigNumber, - ) { - this._signedOrder = signedOrder; - this._isMakerTokenZRX = isMakerTokenZRX; - this._transferrableMakerTokenAmount = transferrableMakerTokenAmount; - this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; - this._remainingMakerTokenAmount = remainingMakerTokenAmount; - this._remainingMakerFeeAmount = remainingMakerTokenAmount - .times(signedOrder.makerFee) - .dividedToIntegerBy(signedOrder.makerTokenAmount); - } - public computeRemainingMakerFillable(): BigNumber { - if (this._hasSufficientFundsForFeeAndTransferAmount()) { - return this._remainingMakerTokenAmount; - } - if (this._signedOrder.makerFee.isZero()) { - return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount); - } - return this._calculatePartiallyFillableMakerTokenAmount(); - } - public computeRemainingTakerFillable(): BigNumber { - return this.computeRemainingMakerFillable() - .times(this._signedOrder.takerTokenAmount) - .dividedToIntegerBy(this._signedOrder.makerTokenAmount); - } - private _hasSufficientFundsForFeeAndTransferAmount(): boolean { - if (this._isMakerTokenZRX) { - const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount); - const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( - totalZRXTransferAmountRequired, - ); - return hasSufficientFunds; - } else { - const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( - this._remainingMakerTokenAmount, - ); - const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( - this._remainingMakerFeeAmount, - ); - const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; - return hasSufficientFunds; - } - } - private _calculatePartiallyFillableMakerTokenAmount(): BigNumber { - // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1 - const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedBy(this._signedOrder.makerFee); - // The number of times the maker can fill the order, if each fill only required the transfer of a single - // baseUnit of fee tokens. - // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2 - const fillableTimesInFeeTokenBaseUnits = BigNumber.min( - this._transferrableMakerFeeTokenAmount, - this._remainingMakerFeeAmount, - ); - // The number of times the Maker can fill the order, given the Maker Token Balance - // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time. - let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedBy(orderToFeeRatio); - if (this._isMakerTokenZRX) { - // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool; - // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei) - const totalZRXTokenPooled = this._transferrableMakerTokenAmount; - // The purchasing power here is less as the tokens are taken from the same Pool - // For every one number of fills, we have to take an extra ZRX out of the pool - fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1))); - } - // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored. - // This can result in a RoundingError being thrown by the Exchange Contract. - const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits - .times(this._signedOrder.makerTokenAmount) - .dividedToIntegerBy(this._signedOrder.makerFee); - const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits - .times(this._signedOrder.makerTokenAmount) - .dividedToIntegerBy(this._signedOrder.makerFee); - const partiallyFillableAmount = BigNumber.min( - partiallyFillableMakerTokenAmount, - partiallyFillableFeeTokenAmount, - ); - return partiallyFillableAmount; - } + private _signedOrder: SignedOrder; + private _isMakerTokenZRX: boolean; + // Transferrable Amount is the minimum of Approval and Balance + private _transferrableMakerTokenAmount: BigNumber; + private _transferrableMakerFeeTokenAmount: BigNumber; + private _remainingMakerTokenAmount: BigNumber; + private _remainingMakerFeeAmount: BigNumber; + constructor( + signedOrder: SignedOrder, + isMakerTokenZRX: boolean, + transferrableMakerTokenAmount: BigNumber, + transferrableMakerFeeTokenAmount: BigNumber, + remainingMakerTokenAmount: BigNumber, + ) { + this._signedOrder = signedOrder; + this._isMakerTokenZRX = isMakerTokenZRX; + this._transferrableMakerTokenAmount = transferrableMakerTokenAmount; + this._transferrableMakerFeeTokenAmount = transferrableMakerFeeTokenAmount; + this._remainingMakerTokenAmount = remainingMakerTokenAmount; + this._remainingMakerFeeAmount = remainingMakerTokenAmount + .times(signedOrder.makerFee) + .dividedToIntegerBy(signedOrder.makerTokenAmount); + } + public computeRemainingMakerFillable(): BigNumber { + if (this._hasSufficientFundsForFeeAndTransferAmount()) { + return this._remainingMakerTokenAmount; + } + if (this._signedOrder.makerFee.isZero()) { + return BigNumber.min(this._remainingMakerTokenAmount, this._transferrableMakerTokenAmount); + } + return this._calculatePartiallyFillableMakerTokenAmount(); + } + public computeRemainingTakerFillable(): BigNumber { + return this.computeRemainingMakerFillable() + .times(this._signedOrder.takerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerTokenAmount); + } + private _hasSufficientFundsForFeeAndTransferAmount(): boolean { + if (this._isMakerTokenZRX) { + const totalZRXTransferAmountRequired = this._remainingMakerTokenAmount.plus(this._remainingMakerFeeAmount); + const hasSufficientFunds = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( + totalZRXTransferAmountRequired, + ); + return hasSufficientFunds; + } else { + const hasSufficientFundsForTransferAmount = this._transferrableMakerTokenAmount.greaterThanOrEqualTo( + this._remainingMakerTokenAmount, + ); + const hasSufficientFundsForFeeAmount = this._transferrableMakerFeeTokenAmount.greaterThanOrEqualTo( + this._remainingMakerFeeAmount, + ); + const hasSufficientFunds = hasSufficientFundsForTransferAmount && hasSufficientFundsForFeeAmount; + return hasSufficientFunds; + } + } + private _calculatePartiallyFillableMakerTokenAmount(): BigNumber { + // Given an order for 200 wei for 2 ZRXwei fee, find 100 wei for 1 ZRXwei. Order ratio is then 100:1 + const orderToFeeRatio = this._signedOrder.makerTokenAmount.dividedBy(this._signedOrder.makerFee); + // The number of times the maker can fill the order, if each fill only required the transfer of a single + // baseUnit of fee tokens. + // Given 2 ZRXwei, the maximum amount of times Maker can fill this order, in terms of fees, is 2 + const fillableTimesInFeeTokenBaseUnits = BigNumber.min( + this._transferrableMakerFeeTokenAmount, + this._remainingMakerFeeAmount, + ); + // The number of times the Maker can fill the order, given the Maker Token Balance + // Assuming a balance of 150 wei, and an orderToFeeRatio of 100:1, maker can fill this order 1 time. + let fillableTimesInMakerTokenUnits = this._transferrableMakerTokenAmount.dividedBy(orderToFeeRatio); + if (this._isMakerTokenZRX) { + // If ZRX is the maker token, the Fee and the Maker amount need to be removed from the same pool; + // 200 ZRXwei for 2ZRXwei fee can only be filled once (need 202 ZRXwei) + const totalZRXTokenPooled = this._transferrableMakerTokenAmount; + // The purchasing power here is less as the tokens are taken from the same Pool + // For every one number of fills, we have to take an extra ZRX out of the pool + fillableTimesInMakerTokenUnits = totalZRXTokenPooled.dividedBy(orderToFeeRatio.plus(new BigNumber(1))); + } + // When Ratio is not fully divisible there can be remainders which cannot be represented, so they are floored. + // This can result in a RoundingError being thrown by the Exchange Contract. + const partiallyFillableMakerTokenAmount = fillableTimesInMakerTokenUnits + .times(this._signedOrder.makerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerFee); + const partiallyFillableFeeTokenAmount = fillableTimesInFeeTokenBaseUnits + .times(this._signedOrder.makerTokenAmount) + .dividedToIntegerBy(this._signedOrder.makerFee); + const partiallyFillableAmount = BigNumber.min( + partiallyFillableMakerTokenAmount, + partiallyFillableFeeTokenAmount, + ); + return partiallyFillableAmount; + } } |